search query: @indexterm Non-linear models / total: 27
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| Author: | Desai, V. S. Bharati, R. |
| Title: | The efficacy of neural networks in predicting returns on stock and bond indices. |
| Journal: | Decision Sciences
1998 : SPR, VOL.29:2, p. 405-425 |
| Index terms: | Financial markets Stock markets Non-linear models Neural networks |
| Language: | eng |
| Abstract: | The authors use two recently developed tests to identify neglected nonlinearity in the relationship between excess returns on four asset classes and several economic and financial variables. They investigate whether the predictive power of these variables could be enhanced by using neural network models instead of linear regression or GARCH models. |
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